On the Conditional Variance for Scale Mixtures of Normal Distributions-Reference-Cited by-同舟云学术

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On the Conditional Variance for Scale Mixtures of Normal Distributions

Published:2000-08 Issue:2 Volume:74 Page:163-192
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Cambanis Stamatis,Fotopoulos Stergios B,He Lijian

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference22 articles.

1. Handbook of Mathematical Functions;Abramowitz,1972

2. Scale mixtures of normal distributions;Andrews;J. Roy. Statist. Soc. Ser. B,1974

3. Regular Variation;Bingham,1987

4. Conditional variance for stable random vectors;Cambanis;Probab. Math. Statist.,1995

5. On the theory of elliptically contoured distributions;Cambanis;J. Multivariate Anal.,1981

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A robust multivariate Birnbaum–Saunders distribution: EM estimation;Statistics;2017-12-05

2. Symmetric Gaussian mixture distributions with GGC scales;Journal of Multivariate Analysis;2017-08

3. Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties;Journal of Multivariate Analysis;2014-07

4. A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference;Journal of Multivariate Analysis;2014-02

5. Non-linear properties of conditional returns under scale mixtures;Computational Statistics & Data Analysis;2007-03

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